for %y pc1vw pc1vw5 pc2vw pc2vw5

table(12,12) alpha_{%y}
setcell(alpha_{%y},1,2,"Raw")
setcell(alpha_{%y},1,3,"CAPM")
setcell(alpha_{%y},1,4,"ICAPM")
setcell(alpha_{%y},1,5,"ICAPM3")
setcell(alpha_{%y},1,6,"FF3")
setcell(alpha_{%y},1,7,"FF3+FVIX")
setcell(alpha_{%y},1,8,"FF3+FVIX+FIVol")
setcell(alpha_{%y},1,9,"Carhart")
setcell(alpha_{%y},1,10,"Carh+FVIX")
setcell(alpha_{%y},1,11,"Carh+FVIX+FIVol")
setcell(alpha_{%y},1,12,"FF5")
setcell(alpha_{%y},1,13,"FF5+FVIX")
setcell(alpha_{%y},1,14,"FF5+FVIX+FIVol")
setcell(alpha_{%y},1,15,"FF6")
setcell(alpha_{%y},1,16,"FF6+FVIX")
setcell(alpha_{%y},1,17,"FF6+FVIX+FIVol")

setcell(alpha_{%y},2,1,"Alpha")
setcell(alpha_{%y},3,1,"t-stat")
setcell(alpha_{%y},4,1,"MKT")
setcell(alpha_{%y},5,1,"t-stat")
setcell(alpha_{%y},6,1,"SMB")
setcell(alpha_{%y},7,1,"t-stat")
setcell(alpha_{%y},8,1,"HML")
setcell(alpha_{%y},9,1,"t-stat")
setcell(alpha_{%y},10,1,"Mom")
setcell(alpha_{%y},11,1,"t-stat")
setcell(alpha_{%y},12,1,"FVIX")
setcell(alpha_{%y},13,1,"t-stat")
setcell(alpha_{%y},14,1,"FIVol")
setcell(alpha_{%y},15,1,"t-stat")
setcell(alpha_{%y},16,1,"CMA")
setcell(alpha_{%y},17,1,"t-stat")
setcell(alpha_{%y},18,1,"RMW")
setcell(alpha_{%y},19,1,"t-stat")

equation eq1.ls(n) {%y}-rf=c(1)
equation eq2.ls(n) {%y}-rf=c(1)+c(2)*mkt
equation eq3.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*fvix5
equation eq4.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*fvix5+c(4)*fivol
equation eq5.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml
equation eq6.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*fvix5
equation eq7.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*fvix5+c(6)*fivol
equation eq8.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*mom
equation eq9.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*mom+c(6)*fvix5
equation eq10.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*mom+c(6)*fvix5+c(7)*fivol
equation eq11.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*cma+c(6)*rmw
equation eq12.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*cma+c(6)*rmw+c(7)*fvix5
equation eq13.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*cma+c(6)*rmw+c(7)*fvix5+c(8)*fivol
equation eq14.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*mom+c(6)*cma+c(7)*rmw
equation eq15.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*mom+c(6)*cma+c(7)*rmw+c(8)*fvix5
equation eq16.ls(n) {%y}-rf=c(1)+c(2)*mkt+c(3)*smb+c(4)*hml+c(5)*mom+c(6)*cma+c(7)*rmw+c(8)*fvix5+c(9)*fivol
for !j=1 to 16
for !i=1 to 9
setcell(alpha_{%y},2*!i,!j+1,eq{!j}.@coefs(!i))
setcell(alpha_{%y},2*!i+1,!j+1,eq{!j}.@tstats(!i))
next
delete eq{!j}
next
next


